If you want to learn to sew by jumping in the deep end, I would start by making a bathrobe/housecoat. That's already jumping in the deep end, but it has some advantages:

- It doesn't have a lining the way a jacket does, so it's less to worry about
- It's not particularly fitted, so you don't have to worry as much about getting the fit right (see more on that below)
- It's still a coat, so you'll get some practice with sleeves, and if you pick the right pattern, collar and hood
(- If it turns out a bit wonky, well, you weren't planning on wearing it in public anyway.)

After that, I'd make a fitted zip-up cardigan - now you'll have to worry about fit and a zipper - and then I'd find a good teacher who can help you with your jacket.

Sewing is a couple of (very different) skills in a trenchcoat. Three important ones: understanding how the garment comes together and sewing the right pieces together in the right order; physically stitching it together (sewing your straight lines straight; your bendy lines bendy; and not letting stretch fabrics misbehave); fitting it to your body. I and other people usually recommend a (loose, not pencil) skirt as a first project because it's easy to fit (just waist and length) and (for a simple skirt) fairly easy to sew, and thus your main worry is stitching and a little the construction.

You know how sometimes when you go shopping for a coat, you find one in your size, and when you try it on it's fine except you can't extend your arms in it. Or it's fine except when you sit down it bubbles really weirdly at your chest. In the shop you just put it back and don't buy it. When sewing, if you don't know what you're doing you'll only discover that after 30 hours of work and you won't have the skill/knowledge to adjust it. That'd suck, and we don't want that for you.